June 16, 2020 / 5:04 AM / a month ago

RPT-India fwd/annualised dlr premia-Jun 16

              Cash Spot        Cash Tom           Tom Next
-----------------------------------------------------------------
               Bid/Ask           Bid/Ask            Bid/Ask
(in IST)  
1020        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
                                (Jun 15)
1010        00.50/02.50       00.25/01.25        00.25/01.25
               01.20%            01.20%             01.20%
------------------------------------------------------------------    
 TIME       JUN            JUL            AUG            SEP
------------------------------------------------------------------
 1020   07.00/09.00    29.00/31.00    52.00/54.00   75.00/77.00
 1100   06.50/08.50    28.75/30.75    51.75/53.75   74.50/76.50
 1200   06.50/08.50    28.75/30.75    51.75/53.75   74.50/76.50
 1300   06.75/08.75    28.75/30.75    51.75/53.75   74.75/76.75
 1415   06.75/08.75    29.50/31.50    52.50/54.50   75.50/77.50
                                (Jun 15)   
 1415   07.75/09.75    30.00/32.00    53.25/55.25   76.25/78.25 
------------------------------------------------------------------
 TIME       OCT            NOV            DEC            JAN
------------------------------------------------------------------
 1020  98.50/100.50 121.50/123.50  148.50/150.50  171.50/173.50
 1100  98.00/100.00 121.00/123.00  148.00/150.00  171.00/173.00
 1200  98.00/100.00 121.00/123.00  148.00/150.00  171.00/173.00
 1300  98.50/100.50 121.50/123.50  148.50/150.50  171.50/173.50
 1415  99.50/101.50 123.00/125.00  150.00/152.00  173.00/175.00 
                                (Jun 15)   
 1415 100.00/102.00 123.25/125.25  150.25/152.25  173.25/175.25
------------------------------------------------------------------
 TIME      FEB            MAR             APR             MAY
------------------------------------------------------------------
 1020 193.50/195.50  220.00/222.00  249.50/251.50  272.00/274.00
 1100 193.00/195.00  219.50/221.50  249.00/251.00  271.50/273.50
 1200 193.00/195.00  219.50/221.50  249.00/251.00  271.50/273.50
 1300 193.50/195.50  220.00/222.00  249.50/251.50  272.00/274.00
 1415 195.00/197.00  221.50/223.50  251.50/253.50  274.00/276.00
                                (Jun 15)   
 1415 195.25/197.25  221.50/223.50  251.00/253.00  273.50/275.50 
------------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
------------------------------------------------------------------
 1020   3.34%    3.42%    3.49%       3.57%     3.63%   3.66%
 1100   3.29%    3.40%    3.48%       3.56%     3.62%   3.65%
 1200   3.29%    3.40%    3.47%       3.56%     3.61%   3.65%
 1300   3.29%    3.39%    3.47%       3.56%     3.62%   3.65%
 1415   3.36%    3.44%    3.50%       3.59%     3.65%   3.68%
                                (Jun 15)   
 1415   3.35%    3.44%    3.51%       3.59%     3.65%   3.68%
------------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
------------------------------------------------------------------
 1020   3.68%    3.70%    3.71%       3.78%     3.82%   3.81%
 1100   3.68%    3.69%    3.71%       3.78%     3.81%   3.81%
 1200   3.67%    3.69%    3.70%       3.77%     3.81%   3.81%
 1300   3.67%    3.69%    3.70%       3.77%     3.81%   3.80%
 1415   3.70%    3.71%    3.72%       3.79%     3.83%   3.82%
                                (Jun 15)   
 1415   3.70%    3.71%    3.72%       3.78%     3.82%   3.82%
------------------------------------------------------------------   
      (CONVERSION RATE - $1 = 76.2100/76.2200 rupees)
                                                                                                
             Note: Figures in brackets indicate negative values.
    
    Premiums have been given in paise and annualised premiums             are on a rolling
monthly basis        . For the purpose of calculating the annualised premiums, the mid-figure   
between bid and ask is taken. Similarly we use Spot level indicative          bid and ask for
calculations.   
    
    These indicative rates          are based on contributions from Andhra Bank, Bank Of
Baroda,Canara Bank, Syndicate Bank, ICICI Bank, Credit Agricole CIB, HDFC bank, Indusind Bank,
Bank of  India, Union Bank of India, Axis Bank,State Bank Of India.
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail: rru.data@refinitiv.com

 (Created by Aditi Mankar)
  
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